#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Termstructures;
using Cephei.QL;
using Cephei.QL.Models;
using Cephei.QL.Math.Optimization;
using Cephei.QL.Math;
namespace Cephei.QL.Experimental.Shortrate
{
    /// <summary> 
	/// ! This class implements the standard Black-Karasinski model defined by \f[ d f(r_t) = (\theta(t) - \alpha f(r_t))dt + \sigma dW_t, \f] where \f$ alpha \f$ and \f$ sigma \f$ are piecewise linear functions.  \ingroup shortrate
	/// </summary>
    [Guid ("33CDCDBE-2189-4439-B0AD-D503BC200902"),ComVisible(true)]
	public interface IGeneralizedHullWhite : Cephei.QL.Models.IShortRateModel, Cephei.QL.Models.ITermStructureConsistentModel
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.ILattice Tree(Cephei.QL.ITimeGrid grid);
    }   

    /// <summary> 
	/// ! This class implements the standard Black-Karasinski model defined by \f[ d f(r_t) = (\theta(t) - \alpha f(r_t))dt + \sigma dW_t, \f] where \f$ alpha \f$ and \f$ sigma \f$ are piecewise linear functions.  \ingroup shortrate Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IGeneralizedHullWhite_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IGeneralizedHullWhite Create (Cephei.QL.Termstructures.IYieldTermStructure yieldtermStructure, Cephei.Core.IVector<DateTime> speedstructure, Cephei.Core.IVector<DateTime> volstructure, Cephei.Core.IVector<Double> speed, Cephei.Core.IVector<Double> vol);
        /// <summary> 
		/// 
		/// </summary>
	    IGeneralizedHullWhite Create (Cephei.QL.Termstructures.IYieldTermStructure yieldtermStructure, Cephei.Core.IVector<DateTime> speedstructure, Cephei.Core.IVector<DateTime> volstructure);
    }
}

